Anic Equity¶

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Total return since start: 0.706 %¶

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Equity now: -----------------------------> 52111.22 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47950.5 Kr¶

PnL: ---------------------------------------> -981.5 Kr¶

DD now: ---------------------------------> -1.9 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 11:46:47.958524'

Anic Portfolio¶

This Week¶

Return: -0.389 %¶

Total portfolio value¶

Return including deposits: 70.603 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2354.000000 165.000000 7.540000 2189.000000
Svolder B 35 -2.350000 2252.250000 73.250000 3.360000 2179.000005
BHG Group 49 1.910000 706.580000 67.580000 10.580000 638.999984
Embracer Group B 26 1.670000 729.040000 67.040000 10.130000 661.999988
Vitrolife 3 0.250000 726.000000 49.000000 7.240000 677.000001
SynAct Pharma 9 3.400000 684.000000 39.000000 6.050000 645.000003
Biotage 4 1.140000 640.000000 37.000000 6.140000 603.000000
Addnode Group B 6 2.740000 787.800000 35.800000 4.760000 751.999998
Xvivo Perfusion 3 -0.170000 879.000000 34.000000 4.020000 845.000001
Profoto Holding 7 3.570000 609.000000 27.000000 4.640000 581.999999
Humana 40 0.690000 696.800000 22.800000 3.380000 674.000000
Eastnine 6 -0.890000 667.200000 10.200000 1.550000 657.000000
Sdiptech B 3 0.510000 829.200000 7.200000 0.880000 822.000000
Addtech B 3 -0.590000 705.000000 5.000000 0.710000 699.999999
Volati 5 0.000000 572.000000 -2.000000 -0.350000 574.000000
Fortnox 10 2.590000 665.600000 -2.400000 -0.360000 668.000000
Latour B 2 -0.130000 444.400000 -4.600000 -1.020000 449.000000
NCC B 7 0.380000 647.850000 -6.150000 -0.940000 653.999997
Sampo Oyj SDB 1 0.710000 498.000000 -7.000000 -1.390000 505.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Investor B 3 0.070000 647.850000 -10.150000 -1.540000 657.999999
Indutrade 5 0.350000 1303.500000 -16.500000 -1.250000 1320.000000
Gaming Innovation Group 161 0.390000 4169.900000 -18.100000 -0.430000 4187.999942
BONESUPPORT HOLDING 10 -0.740000 1205.000000 -19.000000 -1.550000 1224.000000
Nolato B 12 -0.380000 624.600000 -23.400000 -3.610000 648.000000
SCA A 4 -2.730000 570.400000 -28.600000 -4.770000 599.000000
Lime Technologies 2 -0.720000 554.000000 -39.000000 -6.580000 593.000000
Balco Group 39 0.110000 1823.250000 -51.750000 -2.760000 1874.999997
Ambea 68 0.660000 2482.000000 -55.000000 -2.170000 2537.000032
Creades A 7 0.570000 554.400000 -56.600000 -9.260000 610.999998
Investor A 16 0.280000 3451.200000 -93.800000 -2.650000 3545.000000
Lundin Gold 7 -1.280000 866.600000 -107.400000 -11.030000 973.999999
Sedana Medical 135 -3.780000 4128.300000 -202.700000 -4.680000 4330.999935
New Wave B 40 -0.890000 3712.000000 -204.000000 -5.210000 3916.000000
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
Bactiguard Holding B 37 -0.980000 2604.800000 -362.200000 -12.210000 2966.999993
TOTAL 47948.720000 -983.280000 -1.89703% 48931.999868

Updated:¶

'2023-06-16 11:45:16.837475'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶